High frequency manipulation at futures expiry
Subtitle: the case of cash settled Indian single stock futures
By: Sobhesh K. Agarwalla, Joshy Jacob, Jayanth R. Varma
Contributors: Jacob, Joshy, author; Varma, J. R. (Jayanth R.), author; Indian Institute of Management, Ahmedabad
Series: Working paper -- W.P. No. 2014-02-01
Publisher: Indian Institute of Management
Published: 2014
Place of publication: Ahmedabad
Language: eng
Number of pages: 21
Subjects: Single stock futures
Notes: Includes bibliographical references (leaves 19-20).